+254.1%
MP vs PCAR
+153.9%
+100.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +6.3% |
| 7D | -10.5% | +0.1% | -10.6% | -10.8% |
| 30D | -23.5% | -4.6% | -19.0% | -21.7% |
| 3M | -25.4% | -22.6% | -2.9% | -13.7% |
| 6M | -51.3% | -12.0% | -39.3% | -48.4% |
| YTD | -29.9% | -6.1% | -23.8% | -29.0% |
| 1Y | -31.8% | +6.3% | -38.2% | -36.6% |
| 3Y | +127.0% | +31.8% | +95.2% | +66.5% |
| 5Y | -3.3% | +104.2% | -107.5% | -52.0% |
| All | +254.1% | +153.9% | +100.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling